+1,281.7%
HAS vs KMX
+391.9%
+889.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.7% |
| 7D | +2.2% | -4.1% | +6.3% | +2.9% |
| 30D | +29.6% | +2.9% | +26.7% | +28.7% |
| 3M | +30.3% | -7.0% | +37.3% | +31.8% |
| 6M | +25.6% | +34.1% | -8.5% | +17.7% |
| YTD | +50.8% | +40.0% | +10.8% | +39.1% |
| 1Y | +63.0% | +67.2% | -4.2% | +45.1% |
| 3Y | +211.6% | -13.4% | +225.0% | +208.5% |
| 5Y | +50.4% | -65.1% | +115.5% | +71.6% |
| 10Y | +101.9% | +6.9% | +95.0% | +86.6% |
| All | +1,281.7% | +391.9% | +889.8% | +754.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling